+13,342.5%
UPRO vs SAN
+236.3%
+13,106.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.5% |
| 7D | +0.1% | +1.8% | -1.7% | -1.4% |
| 30D | -0.9% | +2.0% | -2.9% | -2.6% |
| 3M | +1.9% | +19.7% | -17.8% | -12.6% |
| 6M | +33.1% | +30.6% | +2.5% | +5.6% |
| YTD | +31.8% | +28.8% | +2.9% | +4.4% |
| 1Y | +48.3% | +57.8% | -9.5% | -1.5% |
| 3Y | +221.5% | +338.1% | -116.7% | -14.1% |
| 5Y | +136.7% | +384.2% | -247.5% | -42.9% |
| 10Y | +1,179.2% | +353.1% | +826.0% | +232.5% |
| All | +13,342.5% | +236.3% | +13,106.2% | +3,730.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling